Computing Multivariate Statistics

@inproceedings{Koev2013ComputingMS,
  title={Computing Multivariate Statistics},
  author={Plamen Koev},
  year={2013}
}
Many multivariate statistics are expressed as functions of the hypergeometric function of a matrix argument, or more generally, as series of Jack functions. This work is a collection of formulas, identities, and algorithms useful for the computations of these statistics in practice. Numerical examples are presented. 1. Definitions 1.1. Partitions and hook… CONTINUE READING